+379.6%
META vs ACGL
+276.1%
+103.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -0.7% | +7.5% | +6.9% |
| 30D | +4.8% | -1.0% | +5.8% | +5.0% |
| 3M | -1.6% | +11.0% | -12.7% | -4.8% |
| 6M | -7.5% | -0.3% | -7.1% | -7.8% |
| YTD | -6.4% | +2.3% | -8.7% | -7.6% |
| 1Y | -17.3% | +6.4% | -23.7% | -19.7% |
| 3Y | +109.9% | +34.0% | +76.0% | +86.5% |
| 5Y | +65.4% | +161.6% | -96.3% | +14.0% |
| All | +379.6% | +276.1% | +103.5% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling